+4,525.2%
ABT vs MS
+5,263.8%
-738.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +1.0% | +0.8% | +0.2% | +0.8% |
| 30D | +11.6% | -0.7% | +12.3% | +11.6% |
| 3M | +2.3% | -12.4% | +14.7% | +4.4% |
| 6M | +32.7% | -1.7% | +34.5% | +32.5% |
| YTD | -9.6% | +8.0% | -17.7% | -11.5% |
| 1Y | -10.1% | +16.2% | -26.3% | -13.0% |
| 3Y | +25.2% | +171.3% | -146.1% | +3.8% |
| 5Y | -4.5% | +124.8% | -129.3% | -18.9% |
| 10Y | +228.3% | +553.7% | -325.4% | +129.5% |
| All | +4,525.2% | +5,263.8% | -738.6% | +1,427.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling